+1,663.3%
SRE vs WYNN
+1,166.9%
+496.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -0.8% | -4.2% | +3.4% | -0.3% |
| 30D | -3.0% | -14.6% | +11.6% | -1.0% |
| 3M | -8.3% | -18.4% | +10.1% | -5.9% |
| 6M | -8.9% | -11.9% | +3.0% | -7.6% |
| YTD | -4.3% | -26.6% | +22.3% | -0.7% |
| 1Y | +2.7% | -28.5% | +31.3% | +6.5% |
| 3Y | +28.7% | -5.1% | +33.8% | +26.6% |
| 5Y | +47.1% | -10.5% | +57.6% | +41.5% |
| 10Y | +121.7% | +0.3% | +121.4% | +94.4% |
| All | +1,663.3% | +1,166.9% | +496.5% | +951.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WYNN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling